Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 0,67% | 1,60 CHF | 1,61 CHF | 1 876 600 | 1 876 600 | 1 876 600 | 1 876 600 | 2 794 890 CHF | 2 813 660 CHF | 100,00% | 100,00% |
15/07/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 1 921 100 | 1 921 100 | 1 921 100 | 1 921 100 | 2 796 990 CHF | 2 816 200 CHF | 100,00% | 100,00% |
12/07/2024 | 0,72% | 1,43 CHF | 1,44 CHF | 1 978 800 | 1 978 800 | 1 978 800 | 1 978 800 | 2 740 010 CHF | 2 759 800 CHF | 100,00% | 100,00% |
11/07/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 1 985 200 | 1 985 200 | 1 985 200 | 1 985 200 | 2 699 950 CHF | 2 719 810 CHF | 100,00% | 100,00% |
10/07/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 2 092 200 | 2 092 200 | 2 092 200 | 2 092 200 | 2 684 700 CHF | 2 705 620 CHF | 100,00% | 100,00% |
09/07/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 2 077 200 | 2 077 200 | 2 077 200 | 2 077 200 | 2 682 110 CHF | 2 702 880 CHF | 100,00% | 100,00% |
08/07/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 2 064 700 | 2 064 700 | 2 064 700 | 2 064 700 | 2 698 540 CHF | 2 719 190 CHF | 98,20% | 98,20% |
05/07/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 2 083 700 | 2 083 700 | 2 083 700 | 2 083 700 | 2 680 790 CHF | 2 701 630 CHF | 100,00% | 100,00% |
04/07/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 1 041 900 | 1 041 900 | 1 855 990 | 1 855 990 | 2 421 400 CHF | 2 439 960 CHF | 100,00% | 100,00% |
03/07/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 2 075 600 | 2 075 600 | 2 075 600 | 2 075 600 | 2 708 600 CHF | 2 729 360 CHF | 100,00% | 100,00% |